+628.3%
GKOS vs SPY
+308.5%
+319.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +11.8% | +3.3% | +8.6% | +7.7% |
| 30D | +48.7% | -2.7% | +51.3% | +54.2% |
| 3M | +31.8% | -1.7% | +33.6% | +35.1% |
| 6M | +80.4% | +3.1% | +77.3% | +73.2% |
| YTD | +117.9% | +11.9% | +106.0% | +89.9% |
| 1Y | +165.7% | +12.0% | +153.7% | +131.3% |
| 3Y | +306.4% | +78.2% | +228.2% | +105.9% |
| 5Y | +385.3% | +73.2% | +312.0% | +155.3% |
| All | +628.3% | +308.5% | +319.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling